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Exchange rate predictability : a variable selection perspective

Kim, Young Min; Lee, Seojin - In: International review of economics & finance : IREF 70 (2020), pp. 117-134

Persistent link: https://www.econbiz.de/10012486776

Should deep learning models be in high demand, or should they simply be a very hot topic? : a comprehensive study for exchange rate forecasting

Yilmaz, Firat Melih; Arabaci, Ozer - In: Computational economics 57 (2021) 1, pp. 217-245

Persistent link: https://www.econbiz.de/10012486893

Functional fuzzy rule-based modeling for interval-valued data : an empirical application for exchange rates forecasting

Maciel, Leandro; Ballini, Rosangela - In: Computational economics 57 (2021) 2, pp. 743-771

Persistent link: https://www.econbiz.de/10012486958

Exchange rate forecasting on a napkin

Ca'Zorzi, Michele; Rubaszek, Michał - In: Journal of international money and finance 104 (2020), pp. 1-13

Persistent link: https://www.econbiz.de/10012395198

Forecasting implied volatility in foreign exchange markets : a functional time series approach

Kearney, Fearghal; Cummins, Mark; Murphy, Finbarr - In: The European journal of finance 24 (2018) 1/3, pp. 1-18

Persistent link: https://www.econbiz.de/10012244257

Forecasting foreign exchange markets using Google trends : prediction performance of competing models

Wilcoxson, Jordan; Follett, Lendie; Severe, Sean - In: The journal of behavioral finance : a publication of … 21 (2020) 4, pp. 412-422

Persistent link: https://www.econbiz.de/10012312346

Evaluation of exchange rate forecasts for the krona's nominal effective exchange rate

Degrér, Henrik; Hansen, Jan; Sellin, Peter - 2001

In this paper we evaluate the out of sample forecasting performance of a large number of models belonging to a popular …

Persistent link: https://www.econbiz.de/10011585089

Forecasting exchange rates : the time-varying relationship between exchange rates and Taylor rule fundamentals

Haskamp, Ulrich - 2017

literature was found to have promising forecasting abilities, it is possible to further improve the performance if the … coefficient adjustment. With this calibration of the Kalman filter model the short-term out-ofsample forecasting accuracy can be …

Persistent link: https://www.econbiz.de/10011700704

Assessing the predictive ability of sovereign default risk on exchange rate returns

Foroni, Claudia; Ravazzolo, Francesco; Sadaba, Barbara - In: Journal of international money and finance 81 (2018), pp. 242-264

Persistent link: https://www.econbiz.de/10012000048

Fundamentals and exchange rate forecastability with simple machine learning methods

Amat, Christophe; Michalski, Tomasz; Stoltz, Gilles - In: Journal of international money and finance 88 (2018), pp. 1-24

Persistent link: https://www.econbiz.de/10012000860

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